Auto-derived from AMZN session history · updated nightly
On Tuesdays, Normal Variation sessions are the most common at 49.1%. Watch for a moderate range expansion past IB but capped at 2× IB.
IB breaks 88.5% of the time — only 11.5% of sessions stay range-bound. Both sides break 11.2% (Neutral days).
Average session range is 3.2 pts. The middle 68% of sessions runs 0.9337 → 5.5 — anything outside is an outlier day.
Gap up days test prior session high 66.2% of the time. Gap down days test prior low 68.1%.
When the IB VPOC sits in the upper half, IB high breaks 56.4% of the time. Lower half: IB low breaks 58.0% of the time.
95.9% of sessions break either the overnight high or low. The OVN high is tested 65.3% of the time, OVN low 62.0%.
How wide a typical day is, end to end
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 2.86 pts |
Normal band The middle 68% of sessions | 0.9337 → 5.47 pts |
Unusual above A session range past this is an outlier day | 5.47 pts |
The first hour's high-to-low spread
| Measure | Value |
|---|---|
Typical Half of sessions come in under this | 1.87 pts |
Normal band The middle 68% of sessions | 0.5663 → 3.64 pts |
Unusual above A first hour past this is an outlier day | 3.64 pts |
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